CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 26-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2007 |
26-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0450 |
2.0610 |
0.0160 |
0.8% |
2.0413 |
| High |
2.0513 |
2.0646 |
0.0133 |
0.6% |
2.0584 |
| Low |
2.0450 |
2.0596 |
0.0146 |
0.7% |
2.0413 |
| Close |
2.0519 |
2.0637 |
0.0118 |
0.6% |
2.0519 |
| Range |
0.0063 |
0.0050 |
-0.0013 |
-20.6% |
0.0171 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
507 |
169 |
-338 |
-66.7% |
2,264 |
|
| Daily Pivots for day following 26-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0776 |
2.0757 |
2.0665 |
|
| R3 |
2.0726 |
2.0707 |
2.0651 |
|
| R2 |
2.0676 |
2.0676 |
2.0646 |
|
| R1 |
2.0657 |
2.0657 |
2.0642 |
2.0667 |
| PP |
2.0626 |
2.0626 |
2.0626 |
2.0631 |
| S1 |
2.0607 |
2.0607 |
2.0632 |
2.0617 |
| S2 |
2.0576 |
2.0576 |
2.0628 |
|
| S3 |
2.0526 |
2.0557 |
2.0623 |
|
| S4 |
2.0476 |
2.0507 |
2.0610 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1018 |
2.0940 |
2.0613 |
|
| R3 |
2.0847 |
2.0769 |
2.0566 |
|
| R2 |
2.0676 |
2.0676 |
2.0550 |
|
| R1 |
2.0598 |
2.0598 |
2.0535 |
2.0637 |
| PP |
2.0505 |
2.0505 |
2.0505 |
2.0525 |
| S1 |
2.0427 |
2.0427 |
2.0503 |
2.0466 |
| S2 |
2.0334 |
2.0334 |
2.0488 |
|
| S3 |
2.0163 |
2.0256 |
2.0472 |
|
| S4 |
1.9992 |
2.0085 |
2.0425 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0859 |
|
2.618 |
2.0777 |
|
1.618 |
2.0727 |
|
1.000 |
2.0696 |
|
0.618 |
2.0677 |
|
HIGH |
2.0646 |
|
0.618 |
2.0627 |
|
0.500 |
2.0621 |
|
0.382 |
2.0615 |
|
LOW |
2.0596 |
|
0.618 |
2.0565 |
|
1.000 |
2.0546 |
|
1.618 |
2.0515 |
|
2.618 |
2.0465 |
|
4.250 |
2.0384 |
|
|
| Fisher Pivots for day following 26-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0632 |
2.0607 |
| PP |
2.0626 |
2.0578 |
| S1 |
2.0621 |
2.0548 |
|